Can I read Indian Commodity Market Volatility Analysis on EtoBox?

Indian Commodity Market Volatility Analysis by Le Thi Minh Huong is a document available to read on EtoBox.

What is Indian Commodity Market Volatility Analysis about?

This study investigates financial contagion and volatility spillover in the Indian commodity derivative market relative to other asset markets such as bonds, foreign exchange, gold, and stocks from 2006 to 2016. It finds that the commodity market exhibits the highest contagion with the stock market and the lowest with the gold market, with volatility primarily transmitted from the stock market to the commodity market, especially during financial crises. The findings have significant implications for portfol

Author

Le Thi Minh Huong

Language

EN